Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369365.6012 | 436435.4718 | -67069.8706 | -67565.1592 | -11714.1059 | -55851.0532 |
Total P&L (%) | 369.3656 | 436.4355 | -67.0699 | -67.5652 | -11.7141 | -55.8511 |
Avg Daily Profit (%) | 0.1568 | 0.1853 | -0.0285 | -0.0478 | -0.0053 | -0.0347 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150090 | -135570 | -63060 | -233034 | -202386 | -62961 |
Profit Factor | 1.7471 | 2.4597 | 0.6567 | 0.8699 | 0.9666 | 0.6682 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 48.3333 | 50 | 46.6667 | 48.3333 | 50 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.8676 | 2.4597 | 0.7505 | 0.9299 | 0.9666 | 0.7636 |
Largest Winning Trade | 517472 | 517472 | 27278 | 153176 | 153176 | 44585 |
Largest Losing Trade | -60039 | -60039 | -37669 | -158198 | -158198 | -59307 |
Avg Bars in Trades | 71 | 111 | 30 | 71 | 111 | 30 |
Avg Bars in Winners | 56 | 76 | 35 | 56 | 76 | 35 |
Avg Bars in Losers | 84 | 146 | 26 | 84 | 146 | 26 |
Bars Traded | 4281 | 3354 | 927 | 4281 | 3354 | 927 |
Profit Streak | 204.3666 | 218.3666 | 204.3666 | 204.3666 | 218.3666 | 204.3666 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162607 | 458168 | -581529 | -753949 | -580234 | -581529 |
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{ "first_band": { "type": "sma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 153, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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